+378.3%
DDOG vs ICE
+104.6%
+273.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | -16.9% | +1.0% | -17.9% | -17.6% |
| 30D | -38.8% | +11.4% | -50.2% | -43.9% |
| 3M | -23.2% | +16.2% | -39.4% | -31.9% |
| 6M | -10.3% | +12.5% | -22.7% | -19.2% |
| YTD | +32.1% | +8.6% | +23.5% | +20.7% |
| 1Y | -6.1% | +18.4% | -24.4% | -19.8% |
| 3Y | +79.2% | +66.4% | +12.8% | +12.1% |
| 5Y | -8.6% | +37.2% | -45.8% | -34.2% |
| All | +378.3% | +104.6% | +273.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling